Hi,

Here are Few Concerns Regarding Those Roles.
1- Make sure that after assigning the role, User logins, otherwise those Roles are not defaulted to that User, who is already logged in.
2- If your Roles are not Authenticated, They will be defaulted role for the next time the User Log In.
3- There are few things that you can assign through Roles, Like creating a view, you need select Priviliges but this will not work with Roles, so you have to assign this Priv Directly.

I suppose, you have not connecte the user after assigning that Role. Assign That and connect, and make sure that you Use DOT NOTATION... Username.ObjectmName, It should be fine.

Check in tha session, Select * from Session_Privileges... Hope this will help.

Thanks